+73.9%
MUB vs HALO
+1,010.9%
-937.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | -1.5% | +5.0% | -6.6% | -1.6% |
| 3M | -1.9% | +53.1% | -55.1% | -2.1% |
| 6M | -1.7% | +60.8% | -62.5% | -1.9% |
| YTD | -0.8% | +60.9% | -61.7% | -1.0% |
| 1Y | +1.5% | +42.8% | -41.3% | +1.3% |
| 3Y | +8.8% | +181.3% | -172.5% | +8.2% |
| 5Y | +2.0% | +157.6% | -155.6% | +1.5% |
| 10Y | +18.0% | +910.4% | -892.4% | +17.1% |
| All | +73.9% | +1,010.9% | -937.0% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling